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  • Search: subject:"spatial HAC"
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Year of publication
Subject
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spatial HAC 4 economic distance 3 Bandwidth selection 2 Bootstrap 2 Bootstrap approach 2 Bootstrap-Verfahren 2 Cross-section analysis 2 Estimation theory 2 Induktive Statistik 2 Panel 2 Panel study 2 Querschnittsanalyse 2 Schätztheorie 2 Statistical inference 2 Theorie 2 Theory 2 cross-sectional dependence 2 eigendecompo- sition 2 Agglomeration economies 1 Approximate factor structure 1 Autocorrelation 1 Autokorrelation 1 Bias 1 Bias correction 1 Diffusion index forecast 1 Estimation 1 Factor analysis 1 Faktorenanalyse 1 Forecasting model 1 Prognoseverfahren 1 Regression analysis 1 Regressionsanalyse 1 Ro-bust inference 1 Robust inference 1 Schätzung 1 Spatial HAC estimator 1 Spatial HAC method 1 Systematischer Fehler 1 Time series analysis 1 Zeitreihenanalyse 1
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Online availability
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Free 7 CC license 1
Type of publication
All
Book / Working Paper 5 Article 2
Type of publication (narrower categories)
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Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
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Language
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English 7
Author
All
Kim, Min Seong 5 Conley, Timothy G. 3 Gonçalves, Sílvia 3 Perron, Benoit 3 Artis, Michael J. 1 Cho, Seong-Hoon 1 Florax, Raymond J.G.M. 1 Gong, Zhenhao 1 Lambert, Dayton M. 1 Miguélez, Ernest 1 Morenos, Rosina 1
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Institution
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Department of Agricultural Economics, Purdue University 1 Facultat d'Economia i Empresa, Universitat de Barcelona 1
Published in...
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Working papers / University of Connecticut, Department of Economics 3 IREA Working Papers 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 Working Papers / Department of Agricultural Economics, Purdue University 1
Source
All
ECONIS (ZBW) 4 RePEc 2 EconStor 1
Showing 1 - 7 of 7
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Improved inference for interactive fixed effects model under cross-sectional dependence
Gong, Zhenhao; Kim, Min Seong - 2024
Persistent link: https://www.econbiz.de/10014514098
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Bootstrap inference under cross-sectional dependence
Conley, Timothy G.; Gonçalves, Sílvia; Kim, Min Seong; … - In: Quantitative Economics 14 (2023) 2, pp. 511-569
In this paper, we introduce a method of generating bootstrap samples with unknown patterns of cross-sectional/spatial dependence, which we call the spatial dependent wild bootstrap. This method is a spatial counterpart to the wild dependent bootstrap of Shao (2010) and generates data by...
Persistent link: https://www.econbiz.de/10014536878
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Bootstrap inference under cross-sectional dependence
Conley, Timothy G.; Gonçalves, Sílvia; Kim, Min Seong; … - In: Quantitative economics : QE ; journal of the … 14 (2023) 2, pp. 511-569
In this paper, we introduce a method of generating bootstrap samples with unknown patterns of cross-sectional/spatial dependence, which we call the spatial dependent wild bootstrap. This method is a spatial counterpart to the wild dependent bootstrap of Shao (2010) and generates data by...
Persistent link: https://www.econbiz.de/10014308576
Saved in:
Cover Image
Bootstrap inference under cross sectional dependence
Conley, Timothy G.; Gonçalves, Sílvia; Kim, Min Seong; … - 2022
Persistent link: https://www.econbiz.de/10013483670
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Robust inference for diffusion-index forecasts with cross-sectionally dependent data
Kim, Min Seong - 2021
Persistent link: https://www.econbiz.de/10012593573
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"Assessing agglomeration economies in a spatial framework with endogenous regressors"
Artis, Michael J.; Miguélez, Ernest; Morenos, Rosina - Facultat d'Economia i Empresa, Universitat de Barcelona - 2011
This paper is concerned with the influence of agglomeration economies on economic outcomes across British regions. The concentration of economic activity in one place can foster economic performance due to the reduction in transportation costs, the ready availability of customers and suppliers,...
Persistent link: https://www.econbiz.de/10009194518
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BANDWIDTH SELECTION FOR SPATIAL HAC AND OTHER ROBUST COVARIANCE ESTIMATORS
Lambert, Dayton M.; Florax, Raymond J.G.M.; Cho, Seong-Hoon - Department of Agricultural Economics, Purdue University - 2008
This research note documents estimation procedures and results for an empirical investigation of the performance of the recently developed spatial, heteroskedasticity and autocorrelation consistent (HAC) covariance estimator calibrated with different kernel bandwidths. The empirical example is...
Persistent link: https://www.econbiz.de/10005704661
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